ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122-04 |
120-00 |
-2-04 |
-1.8% |
122-08 |
| High |
122-09 |
120-31 |
-1-10 |
-1.1% |
123-04 |
| Low |
120-00 |
119-16 |
-0-16 |
-0.4% |
119-16 |
| Close |
120-14 |
120-10 |
-0-04 |
-0.1% |
120-10 |
| Range |
2-09 |
1-16 |
-0-26 |
-34.9% |
3-20 |
| ATR |
1-21 |
1-20 |
0-00 |
-0.7% |
0-00 |
| Volume |
179,696 |
279,004 |
99,308 |
55.3% |
856,794 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-23 |
124-00 |
121-05 |
|
| R3 |
123-07 |
122-17 |
120-24 |
|
| R2 |
121-24 |
121-24 |
120-19 |
|
| R1 |
121-01 |
121-01 |
120-15 |
121-12 |
| PP |
120-08 |
120-08 |
120-08 |
120-14 |
| S1 |
119-18 |
119-18 |
120-06 |
119-29 |
| S2 |
118-25 |
118-25 |
120-02 |
|
| S3 |
117-09 |
118-02 |
119-29 |
|
| S4 |
115-26 |
116-19 |
119-16 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-27 |
129-23 |
122-10 |
|
| R3 |
128-07 |
126-03 |
121-10 |
|
| R2 |
124-19 |
124-19 |
121-00 |
|
| R1 |
122-15 |
122-15 |
120-21 |
121-23 |
| PP |
120-31 |
120-31 |
120-31 |
120-19 |
| S1 |
118-27 |
118-27 |
120-00 |
118-03 |
| S2 |
117-11 |
117-11 |
119-21 |
|
| S3 |
113-23 |
115-07 |
119-11 |
|
| S4 |
110-03 |
111-19 |
118-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-04 |
119-16 |
3-20 |
3.0% |
1-12 |
1.1% |
23% |
False |
True |
171,358 |
| 10 |
125-23 |
119-16 |
6-08 |
5.2% |
1-16 |
1.2% |
14% |
False |
True |
171,156 |
| 20 |
128-08 |
119-16 |
8-24 |
7.3% |
1-17 |
1.3% |
10% |
False |
True |
159,839 |
| 40 |
132-18 |
119-16 |
13-02 |
10.9% |
1-27 |
1.5% |
6% |
False |
True |
167,689 |
| 60 |
132-18 |
119-16 |
13-02 |
10.9% |
2-00 |
1.7% |
6% |
False |
True |
162,921 |
| 80 |
136-17 |
119-16 |
17-02 |
14.2% |
2-01 |
1.7% |
5% |
False |
True |
122,662 |
| 100 |
140-16 |
119-16 |
21-00 |
17.5% |
2-01 |
1.7% |
4% |
False |
True |
98,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-09 |
|
2.618 |
124-27 |
|
1.618 |
123-12 |
|
1.000 |
122-14 |
|
0.618 |
121-28 |
|
HIGH |
120-31 |
|
0.618 |
120-13 |
|
0.500 |
120-07 |
|
0.382 |
120-02 |
|
LOW |
119-16 |
|
0.618 |
118-18 |
|
1.000 |
118-00 |
|
1.618 |
117-03 |
|
2.618 |
115-19 |
|
4.250 |
113-06 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-09 |
121-10 |
| PP |
120-08 |
120-31 |
| S1 |
120-07 |
120-21 |
|